Bonds strategies, backtested and ready to copy.

Rules-based stock and ETF strategies shared by the Quantly community, each with at least a year of backtest history. Open one to see its results and current holdings.

StrategyCategoriesOut-of-sample sinceCAGRMax drawdownSharpe
Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/ TECL, & UPRO w/ CUREquantlyMarket timing, Risk parity, BondsFeb 20, 202333.5%-40.2%1.03
Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECLquantlyMarket timing, Risk parity, BondsFeb 24, 202337%-43.6%1.16
Super Simple Trend SSSquantlyMarket timing, Defensive rotation, CommoditiesFeb 25, 20236.4%-12.9%0.81
Basic Trend ModelquantlyMomentum, Market timing, Defensive rotationFeb 26, 20235.2%-11.6%0.68
Copy of V1 QLD bot | QLD FTLTquantlyTrend following, Momentum, Market timingMar 1, 202354.9%-42.1%1.38
Monthly Dow Jones Top 10 TradingquantlyTrend following, Market timing, BondsMar 21, 202310.6%-23.8%1.04
Monthly Nasdaq Top 10 TradingquantlyTrend following, Tech / Nasdaq focus, BondsMar 21, 202319.1%-31.5%1.14
V3 Dereck Nielsen All Weather PortfolioquantlyTrend following, Market timing, Defensive rotationMar 29, 202317.9%-11.6%1.77
10d BIL vs. 10d IEFquantlyMarket timing, Bonds, Defensive rotationMar 29, 20230.5%-18.3%0.15
V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsMar 30, 202332.6%-35.5%1.12
V1d Fund SurfingquantlyMarket timing, Risk parity, BondsApr 1, 202341.5%-44.9%1.22
V1e Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202341%-44.9%1.21
V1b Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202332.7%-43.3%1.04
V1a Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202331.9%-39.7%1.11
V1d Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsApr 1, 202339.1%-38.1%1.42
V1e Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsApr 1, 202338.7%-38.1%1.40
V1c Fund SurfingquantlyMarket timing, Leveraged ETFs, Tech / Nasdaq focusApr 1, 202335.3%-42.5%1.10
Cautious Fund Surfing | SPY vs. TLT | 2xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202323.7%-28%1.19
Cautious Fund Surfing | SPY vs. SHY & TLT | 3xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202331.1%-38.2%1.23
Cautious Fund Surfing | SPY vs. SHY & TLT | 2xquantlyMarket timing, Leveraged ETFs, BondsApr 2, 202318.2%-27.6%1.04
QLD FTLT + Bonds = 30% APY 17% DDquantlyMarket timing, Bonds, Risk parityApr 2, 202331.5%-16.4%1.61
✨Black Swan 🦢 V4 5/28/22 quantlyMarket timing, Risk parity, BondsApr 2, 202316.9%-18.9%0.70
Cautious Fund Surfing | SPY vs. TLT | 3xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202333.6%-38.2%1.24
SPY For The Long TermquantlyMarket timing, Volatility hedge, BondsApr 2, 202340.5%-28.2%1.42
🧪 BlackSwan Portfolio | Cashen ModquantlyMarket timing, Leveraged ETFs, BondsApr 2, 202349.2%-54.9%1.11
Gold and Silver 1D Mean ReversionquantlyMarket timing, Mean reversion, Defensive rotationApr 5, 202312.2%-35.3%0.80
Pure BS Catcher + V1e Fund SurfingquantlyMarket timing, Volatility hedge, BondsApr 5, 202344.4%-31.9%1.63
Composer Discover Page SymphoniesquantlyBroad market, Bonds, Risk parityApr 6, 202318%-13.8%1.45
Hedged TQQQ FTLT (Long Backtest)quantlyMarket timing, Leveraged ETFs, Short hedgeApr 6, 202339.6%-19.1%1.98
Vol Hedge ? 2.0 - Replace TQQQ w/ TECLquantlyMarket timing, Volatility hedge, Defensive rotationApr 7, 202357%-26.8%1.51
The name's bond v2quantlyMomentum, Bonds, Broad marketApr 10, 20237.5%-13.3%0.82
The name's bondquantlyMomentum, Bonds, Buy and holdApr 10, 20236%-16.6%0.67
V2 Retirement Income Low Volatility | DereckNquantlyTrend following, Market timing, Defensive rotationApr 13, 202310.6%-8.4%1.61
Commodities StrategyquantlyTrend following, Market timing, BondsApr 13, 20239%-34.4%0.70
Simple DividendsquantlyMarket timing, Leveraged ETFs, BondsApr 16, 202327.7%-27.5%1.03
[1][1] Long TermquantlyMarket timing, Defensive rotation, BondsApr 20, 202318.7%-20.6%1.31
ULTAquantlyTrend following, Market timing, BondsApr 20, 202317.6%-46.9%0.68
SPY UVXY LevelsquantlyMarket timing, Volatility hedge, BondsApr 21, 202315.3%-11.1%1.17
Single Pops (Medium Leverage - No Black Swan Catcher) l 2 Nov 2011quantlyMarket timing, Volatility hedge, BondsApr 21, 202337.1%-15.2%1.57
Safety Towns (Master List)quantlyMarket timing, Defensive rotation, Volatility hedgeApr 22, 202335.2%-10.7%2.13
NavonodquantlyMarket timing, Short hedge, BondsApr 26, 202324%-57.1%0.73
SOXX Trend FollowingquantlyTrend following, Market timing, BondsApr 27, 202319.9%-37.2%0.90
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Risk parity, BondsApr 27, 202355.4%-36.1%1.80
BLM - Bond Lives MatterquantlyMarket timing, Bonds, Defensive rotationApr 27, 20234.5%-12.9%0.58
V1a Vol-ey Wolley Mashup Remix [No VIXM]quantlyMarket timing, Defensive rotation, BondsApr 29, 202350.7%-12.1%2.20
Bond Vol Switch FrameworkquantlyMarket timing, Bonds, Defensive rotationMay 1, 20233.8%-15%0.64
SPY Avoid All Market CrashesquantlyMarket timing, Defensive rotation, BondsMay 2, 202322.3%-16.6%1.42
V1a Vol-ey Wolley Mashup Remix [No VIXM] V2.0quantlyMarket timing, Defensive rotation, Risk parityMay 2, 202350.7%-12.1%2.20
experimentquantlyMarket timing, Broad market, BondsMay 6, 202330.2%-47.7%1.02

Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.

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